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Matrix Factorizations at Scale: a Comparison of Scientific Data Analytics in Spark and C+MPI Using Three Case Studies

We explore the trade-offs of performing linear algebra using Apache Spark, compared to traditional C and MPI implementations on HPC platforms. Spark is designed for data analytics on cluster computing platforms with access to local disks and is optimized for data-parallel tasks. We examine three widely-used and important matrix factorizations: NMF (for physical plausibility), PCA (for its ubiquity) and CX (for data interpretability). We apply these methods to 1.6TB particle physics, 2.2TB and 16TB climate modeling and 1.1TB bioimaging data. The data matrices are tall-and-skinny which enable the algorithms to map conveniently into Spark’s data parallel model. We perform scaling experiments on up to 1600 Cray XC40 nodes, describe the sources of slowdowns, and provide tuning guidance to obtain high performance.

Gittens, Alex↗

Progress on Optimizing Wind Farms and Rotor Designs Using Adjoints

Modern wind plants are increasingly tasked with multiple performance objectives. In addition to designing plants that maximize power output and minimize the levelized cost of energy (LCOE), the design and operation of wind plants is increasingly influenced by challenges regarding grid integration of variable generation renewables. This places a growing emphasis on making wind plants more controllable and predictable. WindSE is a Reynolds-averaged Navier-Stokes (RANS) model designed around analytical gradient and adjoint methods, with the ability to capture terrain-induced effects, as shown in Figure 1. The recent addition of an unsteady solver with an actuator line method (ALM) and ongoing work to enable massively parallel optimizations gives it a unique niche to explore coupled plant-level controls and design problems. This code is an open source python package built on the FEniCS framework that utilizes fast, parallel PETSc solvers to model fluid flow throughout wind-farm scale domains. Two recent studies performed using WindSE demonstrate the capability to optimize under a wide variety of flow conditions and objective functions. In the first, we present an optimization focused on modifying the layout of a wind farm with a fixed number of turbines for maximum total power output [1]. This study highlights the ability to quickly perform simulations using the steady Navier-Stokes solver combined with rotors represented as actuator disks while also stressing the importance of capturing terrain-induced effects. Gradient-based optimization using the RANS equations is viable due to the inclusion of efficiently computed adjoint derivatives. We interpret the physical results of the optimal layout and also discuss the computational cost of scaling to larger problems. In the second study, we present the capabilities of the unsteady Navier-Stokes solver, where rotor-blade profiles represented by actuator lines are optimized to enhance wake steering effects and overall power production [2]. We quantify the wind plant performance gains obtained from this type of simultaneous control co-design optimization as compared to optimizing the blade design and yaw independently. Figure 2 shows the differences between a baseline two-turbine system and an optimized system where we fine-tune the blade chord profile. Results and challenges from each study are quickly summarized and used to motivate the current development efforts within WindSE. Current and future work is focused on enabling higher-resolution studies with more degrees of freedom through parallelization of both the simulation and optimization algorithms. We present benchmarking results to show that WindSE performs well in both weak- and strong-scaling tests and further demonstrate that the optimizer obtains the same convergence rates in both shared- and distributed-memory environments. Using larger wind farms, we can study deep-array effects within an optimization context, allowing the use of objective functions that have been previously unstudied. As an example, we present ongoing work on a blockage metric which characterizes the loss of available kinetic energy due to wake effects from multiple upstream turbines.

adjoint optimization↗

Communication-avoiding optimization methods for distributed massive-scale sparse inverse covariance estimation

Across a variety of scientific disciplines, sparse inverse covariance estimation is a popular tool for capturing the underlying dependency relationships in multivariate data. Unfortunately, most estimators are not scalable enough to handle the sizes of modern high-dimensional data sets (often on the order of terabytes), and assume Gaussian samples. To address these deficiencies, we introduce HP-CONCORD, a highly scalable optimization method for estimating a sparse inverse covariance matrix based on a regularized pseudolikelihood framework, without assuming Gaussianity. Our parallel proximal gradient method uses a novel communication-avoiding linear algebra algorithm and runs across a multi-node cluster with up to 1k nodes (24k cores), achieving parallel scalability on problems with up to ≈819 billion parameters (1.28 million dimensions); even on a single node, HP-CONCORD demonstrates scalability, outperforming a state-of-the-art method. We also use HP-CONCORD to estimate the underlying dependency structure of the brain from fMRI data, and use the result to identify functional regions automatically. The results show good agreement with a clustering from the neuroscience literature.

97 MATHEMATICS AND COMPUTING↗

Communication-Avoiding Optimization Methods for Distributed Massive-Scale Sparse Inverse Covariance Estimation.

Across a variety of scientific disciplines, sparse inverse covariance estimation is a popular tool for capturing the underlying dependency relationships in multivariate data. Unfortunately, most estimators are not scalable enough to handle the sizes of modern high-dimensional data sets (often on the order of terabytes), and assume Gaussian samples. To address these deficiencies, we introduce HP-CONCORD, a highly scalable optimization method for estimating a sparse inverse covariance matrix based on a regularized pseudolikelihood framework, without assuming Gaussianity. Our parallel proximal gradient method uses a novel communication-avoiding linear algebra algorithm and runs across a multi-node cluster with up to 1k nodes (24k cores), achieving parallel scalability on problems with up to ~819 billion parameters (1.28 million dimensions); even on a single node, HP-CONCORD demonstrates scalability, outperforming a state-of-the-art method. We also use HP-CONCORD to estimate the underlying dependency structure of the brain from fMRI data, and use the result to identify functional regions automatically. The results show good agreement with a clustering from the neuroscience literature.

Koanantakool, Penporn↗

Track reconstruction as a service for collider physics

Optimizing charged-particle track reconstruction algorithms is crucial for efficient event reconstruction in Large Hadron Collider (LHC) experiments due to their significant computational demands. Existing track reconstruction algorithms have been adapted to run on massively parallel coprocessors, such as graphics processing units (GPUs), to reduce processing time. Nevertheless, challenges remain in fully harnessing the computational capacity of coprocessors in a scalable and non-disruptive manner. This paper proposes an inference-as-a-service approach for particle tracking in high energy physics experiments. To evaluate the efficacy of this approach, two distinct tracking algorithms are tested: Patatrack, a rule-based algorithm, and Exa.TrkX, a machine learning-based algorithm. The as-a-service implementations show enhanced GPU utilization and can process requests from multiple CPU cores concurrently without increasing per-request latency. The impact of data transfer is minimal and insignificant compared to running on local coprocessors. This approach greatly improves the computational efficiency of charged particle tracking, providing a solution to the computing challenges anticipated in the High-Luminosity LHC era.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Layout optimization with algebraic multigrid methods

Finding the optimal position for the individual cells (also called functional modules) on the chip surface is an important and difficult step in the design of integrated circuits. This paper deals with the problem of relative placement, that is the minimization of a quadratic functional with a large, sparse, positive definite system matrix. The basic optimization problem must be augmented by constraints to inhibit solutions where cells overlap. Besides classical iterative methods, based on conjugate gradients (CG), we show that algebraic multigrid methods (AMG) provide an interesting alternative. For moderately sized examples with about 10000 cells, AMG is already competitive with CG and is expected to be superior for larger problems. Besides the classical 'multiplicative' AMG algorithm where the levels are visited sequentially, we propose an 'additive' variant of AMG where levels may be treated in parallel and that is suitable as a preconditioner in the CG algorithm.

Regler, Hans↗

SU-D-207-04: GPU-Based 4D Cone-Beam CT Reconstruction Using Adaptive Meshing Method

Purpose: Due to the limited number of projections at each phase, the image quality of a four-dimensional cone-beam CT (4D-CBCT) is often degraded, which decreases the accuracy of subsequent motion modeling. One of the promising methods is the simultaneous motion estimation and image reconstruction (SMEIR) approach. The objective of this work is to enhance the computational speed of the SMEIR algorithm using adaptive feature-based tetrahedral meshing and GPU-based parallelization. Methods: The first step is to generate the tetrahedral mesh based on the features of a reference phase 4D-CBCT, so that the deformation can be well captured and accurately diffused from the mesh vertices to voxels of the image volume. After the mesh generation, the updated motion model and other phases of 4D-CBCT can be obtained by matching the 4D-CBCT projection images at each phase with the corresponding forward projections of the deformed reference phase of 4D-CBCT. The entire process of this 4D-CBCT reconstruction method is implemented on GPU, resulting in significantly increasing the computational efficiency due to its tremendous parallel computing ability. Results: A 4D XCAT digital phantom was used to test the proposed mesh-based image reconstruction algorithm. The image Result shows both bone structures and inside of the lung are well-preserved and the tumor position can be well captured. Compared to the previous voxel-based CPU implementation of SMEIR, the proposed method is about 157 times faster for reconstructing a 10 -phase 4D-CBCT with dimension 256×256×150. Conclusion: The GPU-based parallel 4D CBCT reconstruction method uses the feature-based mesh for estimating motion model and demonstrates equivalent image Result with previous voxel-based SMEIR approach, with significantly improved computational speed.

60 APPLIED LIFE SCIENCES↗

Parallel methods for dynamic simulation of multiple manipulator systems

In this paper, efficient dynamic simulation algorithms for a system of m manipulators, cooperating to manipulate a large load, are developed; their performance, using two possible forms of parallelism on a general-purpose parallel computer, is investigated. One form, temporal parallelism, is obtained with the use of parallel numerical integration methods. A speedup of 3.78 on four processors of CRAY Y-MP8 was achieved with a parallel four-point block predictor-corrector method for the simulation of a four manipulator system. These multi-point methods suffer from reduced accuracy, and when comparing these runs with a serial integration method, the speedup can be as low as 1.83 for simulations with the same accuracy. To regain the performance lost due to accuracy problems, a second form of parallelism is employed. Spatial parallelism allows most of the dynamics of each manipulator chain to be computed simultaneously. Used exclusively in the four processor case, this form of parallelism in conjunction with a serial integration method results in a speedup of 3.1 on four processors over the best serial method. In cases where there are either more processors available or fewer chains in the system, the multi-point parallel integration methods are still advantageous despite the reduced accuracy because both forms of parallelism can then combine to generate more parallel tasks and achieve greater effective speedups. This paper also includes results for these cases.

Mcmillan, Scott↗

Resiliency in numerical algorithm design for extreme scale simulations

Here this work is based on the seminar titled ‘Resiliency in Numerical Algorithm Design for Extreme Scale Simulations’ held March 1–6, 2020, at Schloss Dagstuhl, that was attended by all the authors. Advanced supercomputing is characterized by very high computation speeds at the cost of involving an enormous amount of resources and costs. A typical large-scale computation running for 48 h on a system consuming 20 MW, as predicted for exascale systems, would consume a million kWh, corresponding to about 100k Euro in energy cost for executing 10 23 floating-point operations. It is clearly unacceptable to lose the whole computation if any of the several million parallel processes fails during the execution. Moreover, if a single operation suffers from a bit-flip error, should the whole computation be declared invalid? What about the notion of reproducibility itself: should this core paradigm of science be revised and refined for results that are obtained by large-scale simulation? Naive versions of conventional resilience techniques will not scale to the exascale regime: with a main memory footprint of tens of Petabytes, synchronously writing checkpoint data all the way to background storage at frequent intervals will create intolerable overheads in runtime and energy consumption. Forecasts show that the mean time between failures could be lower than the time to recover from such a checkpoint, so that large calculations at scale might not make any progress if robust alternatives are not investigated. More advanced resilience techniques must be devised. The key may lie in exploiting both advanced system features as well as specific application knowledge. Research will face two essential questions: (1) what are the reliability requirements for a particular computation and (2) how do we best design the algorithms and software to meet these requirements? While the analysis of use cases can help understand the particular reliability requirements, the construction of remedies is currently wide open. One avenue would be to refine and improve on system- or application-level checkpointing and rollback strategies in the case an error is detected. Developers might use fault notification interfaces and flexible runtime systems to respond to node failures in an application-dependent fashion. Novel numerical algorithms or more stochastic computational approaches may be required to meet accuracy requirements in the face of undetectable soft errors. These ideas constituted an essential topic of the seminar. The goal of this Dagstuhl Seminar was to bring together a diverse group of scientists with expertise in exascale computing to discuss novel ways to make applications resilient against detected and undetected faults. In particular, participants explored the role that algorithms and applications play in the holistic approach needed to tackle this challenge. This article gathers a broad range of perspectives on the role of algorithms, applications and systems in achieving resilience for extreme scale simulations. The ultimate goal is to spark novel ideas and encourage the development of concrete solutions for achieving such resilience holistically.

79 ASTRONOMY AND ASTROPHYSICS↗

A parallel domain decomposition-based implicit method for the Cahn–Hilliard–Cook phase-field equation in 3D

We present a numerical algorithm for simulating the spinodal decomposition described by the three dimensional Cahn–Hilliard–Cook (CHC) equation, which is a fourth-order stochastic partial differential equation with a noise term. The equation is discretized in space and time based on a fully implicit, cell-centered finite difference scheme, with an adaptive time-stepping strategy designed to accelerate the progress to equilibrium. At each time step, a parallel Newton–Krylov–Schwarz algorithm is used to solve the nonlinear system. We discuss various numerical and computational challenges associated with the method. The numerical scheme is validated by a comparison with an explicit scheme of high accuracy (and unreasonably high cost). We present steady state solutions of the CHC equation in two and three dimensions. The effect of the thermal fluctuation on the spinodal decomposition process is studied. We show that the existence of the thermal fluctuation accelerates the spinodal decomposition process and that the final steady morphology is sensitive to the stochastic noise. We also show the evolution of the energies and statistical moments. In terms of the parallel performance, it is found that the implicit domain decomposition approach scales well on supercomputers with a large number of processors.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

AMPS: An Augmented Matrix Formulation for Principal Submatrix Updates with Application to Power Grids

We present an augmented matrix approach to update the solution to a linear system of equations when the coefficient matrix is modified by a few elements within a principal submatrix. This problem arises in the dynamic security analysis of a power grid, where operators need to perform $N-x$ contingency analysis, i.e., determine the state of the system when up to $x$ links from $N$ fail. Our algorithms augment the coefficient matrix to account for the changes in it, and then compute the solution to the augmented system without refactoring the modified matrix. We provide two algorithms, a direct method, and a hybrid direct-iterative method for solving the augmented system. We also exploit the sparsity of the matrices and vectors to accelerate the overall computation. Our algorithms are compared on three power grids with PARDISO, a parallel direct solver, and CHOLMOD, a direct solver with the ability to modify the Cholesky factors of the coefficient matrix. We show that our augmented algorithms outperform PARDISO (by two orders of magnitude), and CHOLMOD (by a factor of up to 5). Further, our algorithms scale better than CHOLMOD as the number of elements updated increases. The solutions are computed with high accuracy. Our algorithms are capable of computing $N-x$ contingency analysis on a $778K$ bus grid, updating a solution with $x=20$ elements in $1.6 \times 10^{-2}$ seconds on an Intel Xeon processor.

Yeung, Yu-Hong↗

Dragonfly : an implementation of the expand–maximize–compress algorithm for single-particle imaging

Single-particle imaging (SPI) with X-ray free-electron lasers has the potential to change fundamentally how biomacromolecules are imaged. The structure would be derived from millions of diffraction patterns, each from a different copy of the macromolecule before it is torn apart by radiation damage. The challenges posed by the resultant data stream are staggering: millions of incomplete, noisy and un-oriented patterns have to be computationally assembled into a three-dimensional intensity map and then phase reconstructed. In this paper, the Dragonfly software package is described, based on a parallel implementation of the expand–maximize–compress reconstruction algorithm that is well suited for this task. Auxiliary modules to simulate SPI data streams are also included to assess the feasibility of proposed SPI experiments at the Linac Coherent Light Source, Stanford, California, USA.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Toward active disruption avoidance via real-time estimation of the safe operating region and disruption proximity in tokamaks

This paper describes a real-time capable algorithm for identifying the safe operating region around a tokamak operating point. The region is defined by a convex set of linear constraints, from which the distance of a point from a disruptive boundary can be calculated. The disruptivity of points is calculated from an empirical machine learning predictor that generates the likelihood of disruption. While the likelihood generated by such empirical models can be compared to a threshold to trigger a disruption mitigation system, the safe operating region calculation enables active optimization of the operating point to maintain a safe margin from disruptive boundaries. The proposed algorithm is tested using a random forest disruption predictor fit on data from DIII-D. The safe operating region identification algorithm is applied to historical data from DIII-D showing the evolution of disruptive boundaries and the potential impact of optimization of the operating point. Real-time relevant execution times are made possible by parallelizing many of the calculation steps and implementing the algorithm on a graphics processing unit. Lastly, a real-time capable algorithm for optimizing the target operating point within the identified constraints is also proposed and simulated.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Petascale Application of a Coupled CPU-GPU Algorithm for Simulation and Analysis of Multiphase Flow Solutions in Porous Medium Systems, In: 2014 IEEE 28th International Parallel and Distributed Processing Symposium

Large-scale simulation can provide a wide range of information needed to develop and validate theoretical models for multiphase flow in porous medium systems. In this paper, we consider a coupled solution in which a multiphase flow simulator is coupled to an analysis approach used to extract the interfacial geometries as the flow evolves. This has been implemented using MPI to target heterogeneous nodes equipped with GPUs. The GPUs evolve the multiphase flow solution using the lattice Boltzmann method while the CPUs compute up scaled measures of the morphology and topology of the phase distributions and their rate of evolution. Our approach is demonstrated to scale to 4,096 GPUs and 65,536 CPU cores to achieve a maximum performance of 244,754 million-lattice-node updates per second (MLUPS) in double precision execution on Titan. In turn, this approach increases the size of systems that can be considered by an order of magnitude compared with previous work and enables detailed in situ tracking of averaged flow quantities at temporal resolutions that were previously impossible. Furthermore, it virtually eliminates the need for post-processing and intensive I/O and mitigates the potential loss of data associated with node failures.

Computer Science↗

Massive hybrid parallelism for fully implicit multiphysics

As hardware advances continue to modify the supercomputing landscape, traditional scientific software development practices will become more outdated, ineffective, and inefficient. The process of rewriting/retooling existing software for new architectures is a Sisyphean task, and results in substantial hours of development time, effort, and money. Software libraries which provide an abstraction of the resources provided by such architectures are therefore essential if the computational engineering and science communities are to continue to flourish in this modern computing environment. The Multiphysics Object Oriented Simulation Environment (MOOSE) framework enables complex multiphysics analysis tools to be built rapidly by scientists, engineers, and domain specialists, while also allowing them to both take advantage of current HPC architectures, and efficiently prepare for future supercomputer designs. MOOSE employs a hybrid shared-memory and distributed-memory parallel model and provides a complete and consistent interface for creating multiphysics analysis tools. In this paper, a brief discussion of the mathematical algorithms underlying the framework and the internal object-oriented hybrid parallel design are given. Representative massively parallel results from several applications areas are presented, and a brief discussion of future areas of research for the framework are provided. (authors)

97 MATHEMATICS AND COMPUTING↗

Scalable, In-situ Data Clustering Data Analysis for Extreme Scale Scientific Computing (Final Report)

The objective of this project is to address challenges in the design and development of scalable in-situ data clustering and analytics algorithms and software. Our goal is to develop parallel software consisting of a set of spatio-temporal data clustering and anomaly detection functions, both of which are very important for large-scale analysis and have wide applicability for in-situ runs as well as post-processing analysis. Our design principles for in-situ analysis consider the following: (1) identify parts of the computation can be done close to the data within the nodes, while it is still in memory; (2) extract analysis components can (and should) be performed in remote staging and analysis nodes; (3) develop error-bound approximation methods for applications tolerable for small errors; (4) identify the type of derived distributions and statistics, for spatio-temporal data, that can be kept locally in order to both accelerate computations and meet energy constraints in subsequent iterations and phases; (5) use a self-describing data format so that data can be consistent and understood among local storage (memory and SSDs) and at staging and analysis nodes, thereby providing portability and flexibility; (6) develop service-oriented functions that can schedule in-situ and post-hoc analysis tasks based on the dynamic requirements of applications. Our development focus is to produce the parallel data analysis software/library that will be scalable, reusable, extensible, and generic for applications in different disciplines. The software will be able to run in-situ with the simulations as well as post-hoc analysis. This approach will satisfy many synergistic requirements for data intensive applications executed on data coming from instruments and experiments. In particular, the proposed multilevel approach is directly applicable to perform design tradeoffs for running part of the algorithms near the instruments and the rest on remote (analysis) systems.

97 MATHEMATICS AND COMPUTING↗

Spatiotemporal parallelization of an analytical heat conduction model for additive manufacturing via a hybrid OpenMP + MPI approach

The ability to do thermal simulations for entire additive manufacturing builds is a key computational problem facing the additive manufacturing community; however, complex numerical models considering multiple physical phenomena currently do not have the capacity for simulations at this scale. To this end, conduction only analytic models offer a viable approach due to the massive drop in computational expense. In this work, we extend an existing implementation which uses a governing equation which can be evaluated at any point in space and time. This implementation already utilizes OpenMP with a spatial decompositions scheme stemming from a melt pool tracking algorithm. Furthermore, we then combine this with a parallel in time (PinT) approach to make the problem highly parallelizable. The new scheme, which uses MPI for internode communication and OpenMP for intranode communication, is shown to scale very well across multiple computational nodes. This approach results in the ability to simulate the 3D solidification conditions for entire layers of additively manufactured parts in minutes making part scale thermal simulations more practical.

36 MATERIALS SCIENCE↗

Accelerating Lattice QCD Multigrid on GPUs Using Fine-Grained Parallelization

The past decade has witnessed a dramatic acceleration of lattice quantum chromodynamics calculations in nuclear and particle physics. This has been due to both significant progress in accelerating the iterative linear solvers using multi-grid algorithms, and due to the throughput improvements brought by GPUs. Deploying hierarchical algorithms optimally on GPUs is non-trivial owing to the lack of parallelism on the coarse grids, and as such, these advances have not proved multiplicative. Using the QUDA library, we demonstrate that by exposing all sources of parallelism that the underlying stencil problem possesses, and through appropriate mapping of this parallelism to the GPU architecture, we can achieve high efficiency even for the coarsest of grids. Results are presented for the Wilson-Clover discretization, where we demonstrate up to 10x speedup over present state-of-the-art GPU-accelerated methods on Titan. Finally, we look to the future, and consider the software implications of our findings.

Clark, M. A.↗